There's no proof to whether the devil (or anything spiritual) exists, but i'll try to explain a little bit about Satan if you can believe that there is a spiritual world.
First off, you have God. God can quite happily live on his own because he is perfect, and perfect love abides in him. But, instead of living by himself he makes a hierachy of angels, his messengers. Angels were made to give God glory and interact with humans so that the humans would glorify God as well.
One of these angels was called Satan. In hebrew, the word Satan means Accuser. That's what Satan's job was. He would go out into the world and put trials in the path of God's righteous people. If they failed these trials, Satan would go an accuse them to God.
So as people have said it is not Satan that causes the problems of this world, but it is our desires which give birth to sin, and sin gives birth to death.
BUT heres where Jesus comes in: God became a man. Jesus Christ was fully God and fully man. He had the full nature of a man, and faced all the temptations and desires that humans face. But he also had the full nature of God, so he was perfect. If he gave into his desire, then it would mean God's nature was imperfect and God would cease to be God.
The devil tempted Jesus in the desert, yet Jesus did not give into his desires and remained perfect.
A little while later, Jesus was hung on a cross. On that cross, all God's wrath was poured out on him. Jesus became the substitute for christians, and all the punishment that we deserve is taken out on him. On the third day Christ rose again, defeating death, which is the result of sin.
The sin of God's people had now been paid in full. So this made the devil's job redundant. The devil would tempt Christians, and if they fell he would go accuse them to God. But God had already dealt with that sin on the cross, so it's pointless for Satan to continue his job.
But that doesn't mean Satan isn't active today. His job's redundant, but he still keeps it up. But he's not doing it to bring glory to God anymore, because accusing people of sins that have already been dealt with brings glory to noone. Angels were created for the purpose of bringing glory to God, and because Satan doesnt do that, he is not doing what he was created to do thus he is sent to hell.
Hell is the absence of God. Everything that God is, you will not find any of it in hell. Hell is what Christ experienced on the cross when God turned his face away. And hell is what awaits those who reject God in this life.
To the person who said there is no hell because God is a compassionate God: True, God is compassionate and loving. BUT God is also just. There is not one single person who doesn't deserve Gods retribution. Noone is worthy of God's love.
Would you like to sit in a courtroom with a judge who, whatever the charge may be (be it stealing a loaf of bread, or serial rape and murder), says "I'm a nice guy, i'll just let you go"? That's not justice. Would the families of the victims feel justice is done? Actions have consequences... Sin has a judgement awaiting it and justice would not be done if you got off scott free.
Christians aren't exempt from judgement. We have to give an account to God, and it will not be easy for us. But Christ has taken our condemnation on the cross, so we will not be condemned.
Well... thats enough from me... cya later
. i love being such a good boy 
